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相关论文: Log-concavity and discrete degrees of freedom

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We utilize a discrete version of the notion of degree of freedom to prove a sharp min-entropy-variance inequality for integer valued log-concave random variables. More specifically, we show that the geometric distribution minimizes the…

概率论 · 数学 2023-09-08 Heshan Aravinda

We prove that the Poisson distribution maximises entropy in the class of ultra-log-concave distributions, extending a result of Harremo\"{e}s. The proof uses ideas concerning log-concavity, and a semigroup action involving adding Poisson…

概率论 · 数学 2010-08-17 Oliver Johnson

Sufficient conditions are developed, under which the compound Poisson distribution has maximal entropy within a natural class of probability measures on the nonnegative integers. Recently, one of the authors [O. Johnson, {\em Stoch. Proc.…

组合数学 · 数学 2013-03-20 Oliver Johnson , Ioannis Kontoyiannis , Mokshay Madiman

We describe five types of results concerning information and concentration of discrete random variables, and relationships between them, motivated by their counterparts in the continuous case. The results we consider are information…

概率论 · 数学 2017-04-25 Oliver Johnson

We show that for any $\alpha>0$ the R\'enyi entropy of order $\alpha$ is minimized, among all symmetric log-concave random variables with fixed variance, either for a uniform distribution or for a two sided exponential distribution. The…

信息论 · 计算机科学 2021-10-05 Maciej Białobrzeski , Piotr Nayar

We show that for log-concave real random variables with fixed variance the Shannon differential entropy is minimized for an exponential random variable. We apply this result to derive upper bounds on capacities of additive noise channels…

概率论 · 数学 2024-03-19 James Melbourne , Piotr Nayar , Cyril Roberto

The entropy per coordinate in a log-concave random vector of any dimension with given density at the mode is shown to have a range of just 1. Uniform distributions on convex bodies are at the lower end of this range, the distribution with…

信息论 · 计算机科学 2024-05-07 Sergey Bobkov , Mokshay Madiman

We prove the following type of discrete entropy monotonicity for sums of isotropic, log-concave, independent and identically distributed random vectors $X_1,\dots,X_{n+1}$ on $\mathbb{Z}^d$: $$ H(X_1+\cdots+X_{n+1}) \geq H(X_1+\cdots+X_{n})…

概率论 · 数学 2025-12-18 Matthieu Fradelizi , Lampros Gavalakis , Martin Rapaport

We investigate quantitative implications of the notion of log-concavity through a probabilistic interpretation. In particular, we derive concentration inequalities, moment and entropy bounds for random variables satisfying a precise degree…

概率论 · 数学 2026-02-19 Arnaud Marsiglietti , James Melbourne

Jakimiuk et al. (2024) have proved that, if $X$ is an ultra log-concave random variable with integral mean, then $$\max_n \mathbb{P}\{X=n\} \geq \max_n \mathbb{P} \{Z=n\}\,,$$ where $Z$ is a Poisson random variable with the parameter…

概率论 · 数学 2025-03-03 Heshan Aravinda

Information concentration of probability measures have important implications in learning theory. Recently, it is discovered that the information content of a log-concave distribution concentrates around their differential entropy, albeit…

机器学习 · 计算机科学 2018-02-27 Ya-Ping Hsieh , Volkan Cevher

We find limiting distributions of the nonparametric maximum likelihood estimator (MLE) of a log-concave density, that is, a density of the form $f_0=\exp\varphi_0$ where $\varphi_0$ is a concave function on $\mathbb{R}$. The pointwise…

统计理论 · 数学 2023-04-17 Fadoua Balabdaoui , Kaspar Rufibach , Jon A. Wellner

We prove log-concavity of the lengths of the top rows of Young diagrams under Poissonized Plancherel measure. This is the first known positive result towards a 2008 conjecture of Chen that the length of the top row of a Young diagram under…

概率论 · 数学 2026-01-29 Jnaneshwar Baslingker , Manjunath Krishnapur , Mokshay Madiman

Motivated, in part, by the desire to develop an information-theoretic foundation for compound Poisson approximation limit theorems (analogous to the corresponding developments for the central limit theorem and for simple Poisson…

信息论 · 计算机科学 2010-10-21 Oliver Johnson , Ioannis Kontoyiannis , Mokshay Madiman

A lower bound on the probability $P(0<X<\delta)$ for all real $\delta>0$ and all random variables $X$ with log-concave p.d.f.'s such that $EX=0$ and $EX^2=1$ is obtained.

概率论 · 数学 2026-02-09 Iosif Pinelis

We establish concentration inequalities in the class of ultra log-concave distributions. In particular, we show that ultra log-concave distributions satisfy Poisson concentration bounds. As an application, we derive concentration bounds for…

概率论 · 数学 2021-10-04 Heshan Aravinda , Arnaud Marsiglietti , James Melbourne

We propose a method for estimating a log-concave density on $\mathbb R^d$ from samples, under the assumption that there exists an orthogonal transformation that makes the components of the random vector independent. While log-concave…

统计理论 · 数学 2024-12-20 Sharvaj Kubal , Christian Campbell , Elina Robeva

In this paper we develop tools for studying limit theorems by means of convexity. We establish bounds for the discrepancy in total variation between probability measures $\mu$ and $\nu$ such that $\nu$ is log-concave with respect to $\mu$.…

概率论 · 数学 2022-10-24 Arturo Jaramillo , James Melbourne

We study the problem of maximum likelihood estimation of densities that are log-concave and lie in the graphical model corresponding to a given undirected graph $G$. We show that the maximum likelihood estimate (MLE) is the product of the…

统计理论 · 数学 2025-12-02 Kaie Kubjas , Olga Kuznetsova , Elina Robeva , Pardis Semnani , Luca Sodomaco

The assumption of log-concavity is a flexible and appealing nonparametric shape constraint in distribution modelling. In this work, we study the log-concave maximum likelihood estimator (MLE) of a probability mass function (pmf). We show…

统计方法学 · 统计学 2023-04-17 Fadoua Balabdaoui , Hanna Jankowski , Kaspar Rufibach , Marios Pavlides
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